Thursday, August 18, 2011, 2:00-3:45 pm; Market Microstructure
Strategic Trading - C7

Session Chair: Jennifer Koski, University of Washington

  • Government Intervention and Strategic Trading in the U.S. Treasury Market PDF
    Paolo Pasquariello, Clara Vega
    University of Michigan; Board of Governors of the Federal Reserve System
    • Discussant: Anna Obizhaeva, University of Maryland
  • Forecasting Short Term Yield Changes Oder Flow: Is Dealer Skill a Source of Predictability? PDF
    Siri Valseth
    University of Stavanger
    • Discussant: Albert Menkveld, VU University of Amsterdam

  • Asymmetric Effects of Sell-Side Analyst Optimism and Broker Market Share by Clientele PDF
    Andrew Grant, Elvis Jarnecic, Su Mark
    University of Sydney
    • Discussant: Timo Korkeamaki, Hanken School of Economics